We consider a homogeneous elliptic Dirichlet problem involving an Ornstein-Uhlenbeck operator in a half space R+2 of R2. We show that for a particular initial datum, which is Lipschitz continuous and bounded on R+2, the second derivative of the classical solution is not uniformly continuous on R+2. In particular this implies that the well known maximal Hölder-regularity results fail in general for Dirichlet problems in unbounded domains involving unbounded coefficients.

In this paper we propose and analyze a localized orthogonal decomposition (LOD) method for solving semi-linear elliptic problems with heterogeneous and highly variable coefficient functions. This Galerkin-type method is based on a generalized finite element basis that spans a low dimensional multiscale space. The basis is assembled by performing localized linear fine-scale computations on small patches that have a diameter of order H | log (H) | where H is the coarse mesh size. Without any assumptions...

We propose a multiscale model reduction method for partial differential equations. The main purpose of this method is to derive an effective equation for multiscale problems without scale separation. An essential ingredient of our method is to decompose the harmonic coordinates into a smooth part and a highly oscillatory part so that the smooth part is invertible and the highly oscillatory part is small. Such a decomposition plays a key role in our construction of the effective equation. We show...

Let L be a symmetric second order uniformly elliptic operator in divergence form acting in a bounded Lipschitz domain ­Ω of RN and having Lipschitz coefficients in Ω­. It is shown that the Rellich formula with respect to Ω­ and L extends to all functions in the domain D = {u ∈ H01(Ω­); L(u) ∈ L2(­Ω)} of L. This answers a question of A. Chaïra and G. Lebeau.

In this article we develop a posteriori error estimates for second order linear elliptic problems with point sources in two- and three-dimensional domains. We prove a global upper bound and a local lower bound for the error measured in a weighted Sobolev space. The weight considered is a (positive) power of the distance to the support of the Dirac delta source term, and belongs to the Muckenhoupt’s class A2. The theory hinges on local approximation properties of either Clément or Scott–Zhang interpolation...

Consider the Newtonian potential of a homogeneous bounded body D ⊂ ℝ³ with known constant density and connected complement. If this potential equals c/|x| in a neighborhood of infinity, where c>0 is a constant, then the body is a ball. This known result is now proved by a different simple method. The method can be applied to other problems.

We study the partial differential equation max{Lu − f, H(Du)} = 0 where u is the unknown function, L is a second-order elliptic operator, f is a given smooth function and H is a convex function. This is a model equation for Hamilton-Jacobi-Bellman equations arising in stochastic singular control. We establish the existence of a unique viscosity solution of the Dirichlet problem that has a Hölder continuous gradient. We also show that if H is uniformly convex, the gradient of this solution...